+24.1%
FCEL vs KTOS
-56.3%
+80.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -12.3% | +6.3% | -0.2% |
| 7D | -14.9% | -12.7% | -2.2% | -9.3% |
| 30D | -41.7% | -14.4% | -27.2% | -36.9% |
| 3M | -53.2% | -30.7% | -22.5% | -44.4% |
| 6M | -19.0% | -41.9% | +22.9% | +1.0% |
| YTD | +44.2% | -52.6% | +96.8% | +79.4% |
| All | +24.1% | -56.3% | +80.5% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KTOS.
Daily Out/Under-Performance
Portfolio return minus KTOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KTOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded KTOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling